+587.9%
COST vs PENG
+597.2%
-9.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -1.8% |
| 7D | +4.1% | -19.4% | +23.5% | +4.9% |
| 30D | +12.0% | -42.4% | +54.4% | +14.8% |
| 3M | +11.2% | -25.6% | +36.8% | +11.9% |
| 6M | +6.1% | +7.3% | -1.2% | +2.2% |
| YTD | +22.9% | +113.9% | -91.0% | +11.4% |
| 1Y | +14.7% | +93.6% | -78.8% | +4.7% |
| 3Y | +92.3% | +170.2% | -77.9% | +66.4% |
| 5Y | +116.6% | +44.2% | +72.4% | +90.5% |
| All | +587.9% | +597.2% | -9.3% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling